This module allows you to analyze existing cross correlation between Russia TR and AEX Amsterdam. You can compare the effects of market volatilities on Russia TR and AEX Amsterdam and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in Russia TR with a short position of AEX Amsterdam. See also your portfolio center. Please also check ongoing floating volatility patterns of Russia TR and AEX Amsterdam.
|Time Horizon||30 Days Login to change|
Assuming 30 trading days horizon, Russia TR is expected to generate 0.23 times more return on investment than AEX Amsterdam. However, Russia TR is 4.42 times less risky than AEX Amsterdam. It trades about -0.01 of its potential returns per unit of risk. AEX Amsterdam is currently generating about -0.23 per unit of risk. If you would invest 119,457 in Russia TR on January 25, 2018 and sell it today you would lose (809.08) from holding Russia TR or give up 0.68% of portfolio value over 30 days.